+628.3%
AGNC vs NVS
+485.6%
+142.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.7% | -14.3% | +9.6% | +0.1% |
| 30D | -5.7% | -10.0% | +4.3% | -2.8% |
| 3M | +1.9% | -10.9% | +12.7% | +5.1% |
| 6M | +1.8% | -12.0% | +13.8% | +5.5% |
| YTD | +3.4% | +2.5% | +0.9% | +1.2% |
| 1Y | +13.6% | +10.7% | +2.9% | +7.8% |
| 3Y | +60.4% | +53.3% | +7.1% | +33.7% |
| 5Y | +27.0% | +93.6% | -66.6% | -3.9% |
| 10Y | +83.1% | +180.6% | -97.5% | +18.9% |
| All | +628.3% | +485.6% | +142.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling